//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied Mathematical Finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematical Finance, 2008, 18(3), 473-492"
~person:"Kallsen, Jan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Laplace transform
1
Portfolio selection
1
Portfolio-Management
1
Stochastic volatility
1
Time-changed Levy process
1
Variance-optimal hedging
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Undetermined
1
Author
All
Kallsen, Jan
Benth, Fred Espen
4
Papanicolaou, George
4
Ahn, Hyungsok
3
Muni, Adviti
3
Avellaneda, Marco
2
Baldeaux, Jan
2
Barth, Andrea
2
Becherer, Dirk
2
Choi, Jungmin
2
Denis, Emmanuel
2
Florio, Silvia
2
Groth, Martin
2
Jonsson, Mattias
2
Kohlmann, Michael
2
Korn, Ralf
2
Kufakunesu, Rodwell
2
Matsumoto, Koichi
2
Platen, Eckhard
2
Rudloff, Birgit
2
Sircar, K. Ronnie
2
Sircar, Kaushik Ronnie
2
Sommer, Daniel
2
Swindle, Glen
2
Swindle, Glen H.
2
Trabelsi, Faouzi
2
Trad, Abdelhamid
2
Ward, Ian
2
Xiong, Dewen
2
Ye, Zhongxing
2
Černý, Aleš
2
Adviti, Hyungsok Ahn
1
Albrecher, H.
1
Aly, Sidi Mohamed Ould
1
Antonio, ParaS
1
Arai, Takuji
1
Aste, Tomaso
1
Avellaneda, M.
1
Badran, Alexander
1
Baño Rollin, Sebastian del
1
more ...
less ...
Published in...
All
Applied Mathematical Finance
Applied mathematical finance
Mathematical Finance, 2008, 18(3), 473-492
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Computational Statistics
1
Mathematical Methods of Operations Research
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Research paper series / Swiss Finance Institute
1
Review of Derivatives Research
1
Review of derivatives research
1
Swiss Finance Institute Research Paper
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
arXiv preprint 1309.7833
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
RePEc
1
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mean-Variance
Hedging
and Optimal Investment in Heston's Model with Correlation
Černý, Aleš
-
2020
This paper solves the mean-variance
hedging
problem in Heston's model with a stochastic opportunity set moving … derive formulas for the
hedging
strategy and the
hedging
error …
Persistent link: https://www.econbiz.de/10012705869
Saved in:
2
Variance-optimal
hedging
for time-changed Lévy processes
Kallsen, Jan
;
Pauwels, Arnd Philipp
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009154430
Saved in:
3
Variance-Optimal
Hedging
for Time-Changed Levy Processes
Kallsen, Jan
;
Pauwels, Arnd
- In:
Applied Mathematical Finance
18
(
2011
)
1
,
pp. 1-28
In this article, we solve the variance-optimal
hedging
problem in stochastic volatility (SV) models based on time …
Persistent link: https://www.econbiz.de/10009279071
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->